Student talk time slot assignments are currently tentative! Please reach out to the Program Chair if you need a certain time slot (Saturday 10/4 1:15-1:35 PM, 1:45-2:05 PM, 2:15-2:35 PM, or 2:45-3:05 PM).
MAA Seaway Section Guidelines for Speakers
MAA Seaway Section Guidelines for Session Moderators
Saturday – Oct 4
Location: Valentine/Bewkes Hall A
Note: Student Talks
-
- Time:
- 1:15 pm – 1:35 pm
- Title:
- Exploring properties of reversed digit pairs
- Speaker:
- Elise Heppell (St Lawrence University)
Abstract
This talk covers the results of my fellowship project at St Lawrence University this past summer, the aim of which was to identify, write formulae for and write proofs for some patterns in reversed digit pairs of numbers. We’ll primarily focus on what happens when taking the difference of fully reversed, partially reversed and scrambled digit pairs, as well as foray into changing the base of the number system and performing other operations on these pairs of numbers.
Saturday – Oct 4
Location: Valentine/Bewkes Hall B
Note: Student Talks
-
- Time:
- 1:15 pm – 1:35 pm
- Title:
- A meshfree RBF–ETD scheme for solving high-dimensional Black–Scholes Problems with non-smooth payoffs
- Speakers:
- Ibraheem Abiodun Yahayah (Clarkson University), Guangming Yao (Clarkson University), Emmanuel Asante-Asamani (Clarkson University)
Abstract
The Black-Scholes equation is a bedrock in fi nancial mathematics, widely used for pricingoptions and derivatives. However, its application faces major challenges, like non-smooth initialconditions, high dimensionality in multi-asset scenarios, and nonlinearities arising from factorslike transaction costs or volatility dependent on option price gradients. To address thesecomplexities, we propose an RBF-ETD scheme that combines Radial Basis Functions (RBF) forspatial approximation with Exponential Time Differencing (ETD) for effi cient time integration.This approach leverages the fl exibility of RBFs in solving high-dimensional PDEs and ETD’sability to handle nonlinearities and non-smooth data without iterative solvers. We validate themethod by comparing it with established schemes such as Crank Nicolson with RBF (CN-RBF)to examine its comparative accuracy, stability, and computational effi ciency. The proposed RBF-ETD scheme promises a robust tool for solving complex Black-Scholes models in real-worldfi nancial applications.